Long-Term Analysis of Stochastic Hamiltonian Systems Under Time Discretizations (Q5886858)

scientific article; zbMATH DE number 7673288

Language	Label	Description	Also known as
English	Long-Term Analysis of Stochastic Hamiltonian Systems Under Time Discretizations	scientific article; zbMATH DE number 7673288

Statements

instance of

scholarly article

0 references

title

Long-Term Analysis of Stochastic Hamiltonian Systems Under Time Discretizations (English)

0 references

author

Raffaele D'Ambrosio

0 references

Stefano Di Giovacchino

0 references

published in

SIAM Journal on Scientific Computing

0 references

publication date

11 April 2023

0 references

zbMATH Keywords

stochastic Hamiltonian

0 references

symplectic methods

0 references

backward error analysis

0 references

describes a project that uses

RODAS

0 references

MaRDI profile type

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1137/21m1458612

0 references

cites work

High Weak Order Methods for Stochastic Differential Equations Based on Modified Equations

0 references

Weak backward error analysis for stochastic Hamiltonian systems

0 references

Weak symplectic schemes for stochastic Hamiltonian equations

0 references

Diffusion in Hamiltonian systems with a small stochastic perturbation

0 references

Exponential mean-square stability properties of stochastic linear multistep methods

0 references

Low rank Runge-Kutta methods, symplecticity and stochastic Hamiltonian problems with additive noise

0 references

Structure-preserving Runge-Kutta methods for stochastic Hamiltonian equations with additive noise

0 references

Energy-preserving Runge-Kutta methods

0 references

Drift-preserving numerical integrators for stochastic Hamiltonian systems

0 references

Mean-square contractivity of stochastic \(\vartheta\)-methods

0 references

Nonlinear stability issues for stochastic Runge-Kutta methods

0 references

Perturbative analysis of stochastic Hamiltonian problems under time discretizations

0 references

Long-term stability of multi-value methods for ordinary differential equations

0 references

Weak Backward Error Analysis for SDEs

0 references

High-Order Symplectic Schemes for Stochastic Hamiltonian Systems

0 references

Geometric Numerical Integration

0 references

Q4714145

0 references

Book review of: D. Higham and P. Kloeden, An introduction to the numerical simulation of stochastic differential equations

0 references

Stochastic discrete Hamiltonian variational integrators

0 references

Preservation of quadratic invariants of stochastic differential equations via Runge-Kutta methods

0 references

Q4004325

0 references

Stochastic Hamiltonian dynamical systems

0 references

Symplectic conditions and stochastic generating functions of stochastic Runge-Kutta methods for stochastic Hamiltonian systems with multiplicative noise

0 references

Numerical Methods for Stochastic Systems Preserving Symplectic Structure

0 references

Symplectic Integration of Hamiltonian Systems with Additive Noise

0 references

Energy conservative stochastic difference scheme for stochastic Hamilton dynamical systems

0 references

Symplectic integrators to stochastic Hamiltonian dynamical systems derived from composition methods

0 references

Modified equations for stochastic differential equations

0 references

Q4786851

0 references

On the Existence and the Applications of Modified Equations for Stochastic Differential Equations

0 references

Identifiers

DOI

10.1137/21M1458612

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5886858